V-Lab: HudBay Minerals Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HudBay Minerals Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:42.29% (+2.70%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1867	6.26
$α$	0.0521	7.53
$β$	0.9331	89.52
$γ_{1}$	-0.2362	-5.72
$γ_{2}$	0.3545	5.35
$γ_{3}$	-0.1544	-2.43
$γ_{4}$	0.0952	1.46
$γ_{5}$	-0.1048	-2.05
$γ_{6}$	0.0588	1.90

Estimation Period:
Jan 22, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts